Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47400.99 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46006.01 Kr¶

PnL: ---------------------------------------> -882.56 Kr¶

DD now: ---------------------------------> -2.527 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 12:49:00.441674'

Anic Portfolio¶

Today¶

Return: -0.071 %¶

This Week¶

Return: -1.068 %¶

Total¶

Return: 55.179 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 6.150000 3195.000000 268.000000 9.160000 2927.000000
HEBA B 70 0.250000 2796.500000 160.500000 6.090000 2636.000010
HMS Networks 2 14.980000 795.200000 122.200000 18.160000 673.000000
SAAB B 8 0.820000 3436.000000 59.000000 1.750000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 0.050000 392.200000 37.200000 10.480000 355.000000
Intrum 4 6.070000 562.400000 35.400000 6.720000 527.000000
MedCap 2 -1.080000 456.000000 35.000000 8.310000 421.000000
Corem Property Group B 59 -2.490000 601.800000 24.800000 4.300000 576.999999
AcadeMedia 12 -1.150000 578.880000 21.880000 3.930000 557.000004
Boozt 12 0.220000 1671.600000 17.600000 1.060000 1653.999996
Eastnine 4 0.800000 506.400000 15.400000 3.140000 491.000000
Resurs Holding 22 -2.160000 588.940000 14.940000 2.600000 573.999998
Swedbank A 3 -0.720000 575.550000 11.550000 2.050000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.360000 573.300000 11.300000 2.010000 562.000005
OEM International B 7 -0.260000 536.200000 8.200000 1.550000 527.999997
Securitas B 6 -0.100000 578.160000 8.160000 1.430000 570.000000
Coor Service Management Hold. 8 0.070000 535.600000 3.600000 0.680000 532.000000
Norva24 Group 16 0.060000 546.560000 3.560000 0.660000 543.000000
Karnov Group 9 -0.500000 538.200000 2.200000 0.410000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.190000 247.200000 1.200000 0.490000 246.000000
Creaspac SPAC 6 -0.100000 576.600000 -0.400000 -0.070000 577.000002
Handelsbanken A 5 -0.650000 536.250000 -9.750000 -1.790000 546.000000
Nordea Bank Abp 29 -0.750000 3442.880000 -11.120000 -0.320000 3453.999992
CTEK 13 -1.450000 521.430000 -12.570000 -2.350000 533.999999
Midsona B 63 1.010000 567.000000 -16.000000 -2.740000 582.999984
Essity B 2 -3.540000 539.400000 -34.600000 -6.030000 574.000000
International Petroleum Corp. 5 -0.720000 548.500000 -46.070000 -7.750000 594.565215
Essity A 4 -3.220000 1082.000000 -67.000000 -5.830000 1149.000000
Vivesto 1368 2.150000 545.010000 -67.990000 -11.090000 612.999432
Sampo Oyj SDB 7 -1.190000 3769.500000 -80.500000 -2.090000 3850.000000
Beijer Electronics Group 26 -8.280000 2880.800000 -90.200000 -3.040000 2971.000006
Fasadgruppen Group 35 0.770000 3661.000000 -150.000000 -3.940000 3810.999990
OX2 18 0.710000 1413.000000 -251.000000 -15.080000 1663.999992
Axfood 13 -3.240000 3460.600000 -295.400000 -7.860000 3756.000001
Ovzon 52 -0.750000 2740.400000 -621.600000 -18.490000 3361.999992
TOTAL 45996.060000 -892.510000 -2.54751% 46888.564618

Updated:¶

'2023-01-26 12:48:08.642327'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶